| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,671.00 |
2,651.25 |
-19.75 |
-0.7% |
2,694.75 |
| High |
2,675.00 |
2,666.00 |
-9.00 |
-0.3% |
2,735.00 |
| Low |
2,625.00 |
2,624.75 |
-0.25 |
0.0% |
2,654.25 |
| Close |
2,650.25 |
2,632.50 |
-17.75 |
-0.7% |
2,674.25 |
| Range |
50.00 |
41.25 |
-8.75 |
-17.5% |
80.75 |
| ATR |
41.52 |
41.50 |
-0.02 |
0.0% |
0.00 |
| Volume |
318,640 |
265,558 |
-53,082 |
-16.7% |
1,711,877 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,764.75 |
2,740.00 |
2,655.25 |
|
| R3 |
2,723.50 |
2,698.75 |
2,643.75 |
|
| R2 |
2,682.25 |
2,682.25 |
2,640.00 |
|
| R1 |
2,657.50 |
2,657.50 |
2,636.25 |
2,649.25 |
| PP |
2,641.00 |
2,641.00 |
2,641.00 |
2,637.00 |
| S1 |
2,616.25 |
2,616.25 |
2,628.75 |
2,608.00 |
| S2 |
2,599.75 |
2,599.75 |
2,625.00 |
|
| S3 |
2,558.50 |
2,575.00 |
2,621.25 |
|
| S4 |
2,517.25 |
2,533.75 |
2,609.75 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.00 |
2,883.00 |
2,718.75 |
|
| R3 |
2,849.25 |
2,802.25 |
2,696.50 |
|
| R2 |
2,768.50 |
2,768.50 |
2,689.00 |
|
| R1 |
2,721.50 |
2,721.50 |
2,681.75 |
2,704.50 |
| PP |
2,687.75 |
2,687.75 |
2,687.75 |
2,679.50 |
| S1 |
2,640.75 |
2,640.75 |
2,666.75 |
2,624.00 |
| S2 |
2,607.00 |
2,607.00 |
2,659.50 |
|
| S3 |
2,526.25 |
2,560.00 |
2,652.00 |
|
| S4 |
2,445.50 |
2,479.25 |
2,629.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,735.00 |
2,624.75 |
110.25 |
4.2% |
45.25 |
1.7% |
7% |
False |
True |
319,643 |
| 10 |
2,742.75 |
2,624.75 |
118.00 |
4.5% |
46.75 |
1.8% |
7% |
False |
True |
314,284 |
| 20 |
2,791.50 |
2,624.75 |
166.75 |
6.3% |
42.50 |
1.6% |
5% |
False |
True |
277,762 |
| 40 |
2,791.50 |
2,569.75 |
221.75 |
8.4% |
36.25 |
1.4% |
28% |
False |
False |
217,649 |
| 60 |
2,791.50 |
2,422.50 |
369.00 |
14.0% |
32.25 |
1.2% |
57% |
False |
False |
145,125 |
| 80 |
2,791.50 |
2,257.50 |
534.00 |
20.3% |
28.50 |
1.1% |
70% |
False |
False |
108,849 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
22.2% |
26.75 |
1.0% |
73% |
False |
False |
87,080 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
24.2% |
23.75 |
0.9% |
75% |
False |
False |
72,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.25 |
|
2.618 |
2,774.00 |
|
1.618 |
2,732.75 |
|
1.000 |
2,707.25 |
|
0.618 |
2,691.50 |
|
HIGH |
2,666.00 |
|
0.618 |
2,650.25 |
|
0.500 |
2,645.50 |
|
0.382 |
2,640.50 |
|
LOW |
2,624.75 |
|
0.618 |
2,599.25 |
|
1.000 |
2,583.50 |
|
1.618 |
2,558.00 |
|
2.618 |
2,516.75 |
|
4.250 |
2,449.50 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,645.50 |
2,666.50 |
| PP |
2,641.00 |
2,655.00 |
| S1 |
2,636.75 |
2,643.75 |
|